What does your Change management policy state about applications being loaded on the desktop ?

The policy should define what types of changes and examples

the other issues about installation of files on desktop are as follows

policy rights to the machines - user restricted access or what
is application authorized and supported by IT
is it licensed software - seat or blanket license

Now for some detail

A user asking - hey i would like MS Project 2003 installed to my machines
- is a Service Request

The service request will spawn a specific set of actions ./ tasks

If MS project is a limited license s/w - ie only 50 seats / installations, then the actions / task would include some one like that person's manager who would confirm / verify that the individual needs the s/w

this may or may not spawn a change request - depending on what the corp IT change policy is - or the work may merely be a set of tasks to install the work as this is a) a standard change (ITIL) or b) out of scope for Chaneg management